$2.65 Billion is the total value of F-Squared Investment Management, LLC's 16 reported holdings in Q1 2015. The portfolio turnover from Q4 2014 to Q1 2015 was 96.3% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FTSM | Buy | FIRST TR ENHANCED ETF SHORT | $719,454,000 | +736.4% | 11,982,912 | +734.2% | 27.19% | +1225.7% |
| MINT | Buy | PIMCO ETF TRUST ETF ENHANCED S | $333,132,000 | +43.9% | 3,293,444 | +43.8% | 12.59% | +128.0% |
| SHV | Buy | ISHARES ETF SHORT TREA | $320,856,000 | +192.1% | 2,909,734 | +192.0% | 12.13% | +362.8% |
| FXD | Sell | FIRST TRUST CONSUMERETF DISCRE | $306,480,000 | -14.5% | 8,216,623 | -17.9% | 11.58% | +35.5% |
| FXN | New | FIRST TRUST ENERGY ETF ALPHA | $298,924,000 | – | 14,167,021 | +100.0% | 11.30% | – |
| FEM | Sell | FIRST TR EMERGING ETF MARKE | $208,163,000 | -32.3% | 9,380,950 | -34.2% | 7.87% | +7.3% |
| XLY | Sell | SELECT SECTOR SPDR FD CONSUMER | $114,649,000 | -33.8% | 1,526,008 | -36.4% | 4.33% | +4.9% |
| IYE | New | ISHARES ETF U.S. ENERG | $111,043,000 | – | 2,546,851 | +100.0% | 4.20% | – |
| FJP | New | FIRST TR JAPAN ETF ALPHADEX F | $104,599,000 | – | 2,097,436 | +100.0% | 3.95% | – |
| MBB | Sell | ISHARES MBS ETF | $68,963,000 | -36.7% | 625,000 | -37.3% | 2.61% | +0.3% |
| EEM | Sell | ISHARES MSCI ETF EMERGING M | $32,182,000 | -35.8% | 801,956 | -37.2% | 1.22% | +1.7% |
| EWJ | New | ISHARES MSCI JAPAN ETF | $16,082,000 | – | 1,283,503 | +100.0% | 0.61% | – |
| BIL | Buy | SPDR SERIES TRUST BRCLYS 1-3MT | $3,876,000 | +920.0% | 84,753 | +920.0% | 0.15% | +1522.2% |
| XLE | New | ENERGY SELECT ETF SECTOR SPD | $3,844,000 | – | 49,554 | +100.0% | 0.14% | – |
| XLV | New | SELECT SECTOR SPDR FD HEALTH C | $3,690,000 | – | 50,896 | +100.0% | 0.14% | – |
| REM | New | ISHARES ETF MORTGAGE R | $121,000 | – | 10,342 | +100.0% | 0.01% | – |
| Exit | ING USA ANNUITY&LIFE INS GOLDE | $0 | – | -86,196 | -100.0% | 0.00% | – | |
| XLU | Exit | SELECT SECTOR SPDR TR UTILITIE | $0 | – | -126,081 | -100.0% | -0.14% | – |
| XLF | Exit | FINANCIAL SELECTETF SECTOR SPD | $0 | – | -249,683 | -100.0% | -0.15% | – |
| IYR | Exit | ISHARES ETF U.S. REAL | $0 | – | -269,516 | -100.0% | -0.49% | – |
| SPY | Exit | SPDR S&P 500 TRUST ETF | $0 | – | -157,490 | -100.0% | -0.77% | – |
| IEF | Exit | ISHARES ETF 7-10 YR TR | $0 | – | -309,990 | -100.0% | -0.78% | – |
| EZU | Exit | ISHARES MSCI EMUETF | $0 | – | -1,327,028 | -100.0% | -1.15% | – |
| IVV | Exit | ISHARES CORE S&P 500 ETF S&P 5 | $0 | – | -304,626 | -100.0% | -1.50% | – |
| TENZ | Exit | PIMCO TRUST ETF 7-15YR US | $0 | – | -899,917 | -100.0% | -1.84% | – |
| FRI | Exit | FIRST TRUST S&P REIT ETF INDEX | $0 | – | -3,486,439 | -100.0% | -1.85% | – |
| IYW | Exit | ISHARES ETF U.S. TECHN | $0 | – | -1,569,552 | -100.0% | -3.91% | – |
| IDU | Exit | ISHARES ETF U.S. UTILI | $0 | – | -1,391,332 | -100.0% | -3.92% | – |
| IYF | Exit | ISHARES ETF U.S. FINANCIALS | $0 | – | -1,834,123 | -100.0% | -3.95% | – |
| XLP | Exit | SELECT SECTOR SPDR TR CONSUMER | $0 | – | -3,501,105 | -100.0% | -4.05% | – |
| FEUZ | Exit | FIRST TR EXCHANGE ETF TRADE | $0 | – | -10,466,480 | -100.0% | -7.75% | – |
| FXG | Exit | FIRST TRUST CONSUMER ETF STAPL | $0 | – | -8,259,482 | -100.0% | -8.39% | – |
| FXL | Exit | FIRST TRUST TECHNLGY ETF ALPHA | $0 | – | -10,213,362 | -100.0% | -8.41% | – |
| FXO | Exit | FIRST TRUST ETF FINANCIAL | $0 | – | -15,261,323 | -100.0% | -8.47% | – |
| FXU | Exit | FIRST TRUST ETF UTILITIES | $0 | – | -14,281,304 | -100.0% | -8.47% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-05-15
Signatures
The EDGAR filing(s) were signed by:
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| FIRST TRUST EMERGING ETF MARKE | 8 | Q2 2015 | 8.1% |
| SELECT SECTOR SPDR TR | 8 | Q2 2015 | 11.6% |
| SELECT SECTOR SPDR TR | 8 | Q2 2015 | 11.6% |
| SPDR S&P 500 TRUST ETF | 8 | Q2 2015 | 2.7% |
| ISHARES MSCI ETF EMERGING MARK | 8 | Q2 2015 | 1.4% |
| FIRST TRUST ETF FINANCIAL ALPH | 7 | Q2 2015 | 11.8% |
| FIRST TRUST ENERGY ETF ALPHADE | 7 | Q2 2015 | 11.7% |
| PIMCO ETF TRUST ETF ENHANCED S | 7 | Q2 2015 | 12.6% |
| SELECT SECTOR SPDR TR | 7 | Q2 2015 | 11.6% |
| ISHARES TR | 7 | Q2 2015 | 9.5% |
View F-Squared Investment Management, LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2015-08-05 |
| 13F-HR | 2015-05-15 |
| 13F-HR | 2015-02-13 |
| 13F-HR | 2014-11-14 |
| 13F-HR | 2014-08-15 |
| 13F-HR | 2014-05-16 |
| 13F-HR | 2014-02-18 |
| 13F-HR | 2013-11-04 |
| 13F-HR | 2013-08-13 |
| 13F-HR | 2013-05-15 |
View F-Squared Investment Management, LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.